Hybrid Data Scientist, Prospective Analysis Modelling

Posted 16 hours ago

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About the role

  • Data Scientist assisting with prospective analysis and risk parameter modelling for Desjardins Group. Developing econometric models and projecting financial risks to support strategic management.

Responsibilities

  • Design, use and develop econometric projection models for risk parameters and diligently prepare associated documentation.
  • Develop tools to project and integrate risks with aggregated risk and financial measures.
  • Calculate forward-looking risk information used to calculate IFRS 9 provisions.
  • Calculate expected loss projections and IFRS 9 provisions as part of various forward-looking analyses, including budget exercises and stress testing.
  • Balance business needs, risk management, requirements and best practices.
  • Contribute to projects, mandates or activities in your field of expertise.
  • Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization

Requirements

  • Bachelor's degree in a related field
  • A minimum of four years of relevant experience
  • Experience quantifying risks and/or capital
  • Experience in econometric and statistical modelling
  • Knowledge of French is required
  • Intermediate advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
  • Proficiency with SAS, SQL and Python programming tools
  • Knowledge of risk and macroeconomic concepts
  • Knowledge of Basel standards and IFRS 9

Benefits

  • Competitive salary and annual bonus
  • 4 weeks of flexible vacation starting in the first year
  • Defined benefit pension plan that provides predictable, stable income throughout retirement
  • Group insurance including telemedicine
  • Reimbursement of health and wellness expenses and telework equipment

Job title

Data Scientist, Prospective Analysis Modelling

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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